@panoptic-eng/sdk 1.0.62 → 1.0.64

package/dist/{v2-B27ILZl4.js → v2-D2Bg1SeN.js}

@@ -1,8 +1,8 @@
-import { StateViewAbi, getAccountCollateral, panopticQueryAbi$1 as panopticQueryAbi, readBlockAndAggregate, requireReturnData } from "./irm-BDlcUNgJ.js";
-import { AccountInsolventError, ChunkLimitError, DEFAULT_VEGOID, InvalidHistoryRangeError, MulticallResultMissingError, NotEnoughTokensError, PanopticError, PanopticValidationError, SafeModeError, StaleDataError, StorageDataNotFoundError, UnhealthyPoolError, WrongUniswapPoolError, applyMintBufferPerToken, availableToBorrow, collateralTrackerV2Abi, decodeLeftRightSigned, decodeLeftRightUnsigned, decodePositionBalance, getBlockMeta, getClosedPositionsKey, getPendingPositionsKey, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositionsKey, getTrackedChunksKey, getTrackedPositionIds, isPanopticErrorType, jsonSerializer, mintableAfterBuffer, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticGuardianAbi, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi as panopticQueryAbi$1, parsePanopticError, riskEngineAbi, semiFungiblePositionManagerV3Abi, semiFungiblePositionManagerV4Abi, stateViewAbi, uniswapV3PoolAbi } from "./rates-BwZnK0tG.js";
+import { StateViewAbi, getAccountCollateral, panopticQueryAbi, readBlockAndAggregate, requireReturnData } from "./irm-BGog_tSR.js";
+import { AccountInsolventError, ChunkLimitError, DEFAULT_VEGOID, InvalidHistoryRangeError, MulticallResultMissingError, NotEnoughTokensError, PanopticError, PanopticValidationError, SafeModeError, StaleDataError, StorageDataNotFoundError, UnhealthyPoolError, WrongUniswapPoolError, applyMintBufferPerToken, availableToBorrow, collateralTrackerV2Abi, decodeLeftRightSigned, decodeLeftRightUnsigned, decodePositionBalance, getBlockMeta, getClosedPositionsKey, getPendingPositionsKey, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositionsKey, getTrackedChunksKey, getTrackedPositionIds, isPanopticErrorType, jsonSerializer, mintableAfterBuffer, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticGuardianAbi, panopticLiquidatorAbi, panopticPoolV2Abi, panopticQueryAbi$1, parsePanopticError, riskEngineAbi, semiFungiblePositionManagerV3Abi, semiFungiblePositionManagerV4Abi, stateViewAbi, uniswapV3PoolAbi } from "./rates-O6Sn-xqL.js";
 import { MAX_TICK, MAX_TRACKED_CHUNKS, MIN_TICK, NO_LOWER_LIQUIDATION_TICK, NO_UPPER_LIQUIDATION_TICK, WAD, calculatePositionDelta, calculatePositionDeltaDebtOnly, calculatePositionGamma, calculatePositionValue, priceToTick, sqrtPriceX96ToTick, tickLimits, tickToPriceDecimalScaled, tickToSqrtPriceX96, toVaultFrameAtTick } from "./greeks-CNi1-cnp.js";
-import { addLegToTokenId, buildBatchDispatchArgs, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateDispatch, simulateOpenPosition, simulateWithTokenFlow } from "./writes-B8NGXzUG.js";
-import { getLpPositionFunding, getMaxLpPositionSize } from "./router-Y1OxL9Nt.js";
+import { addLegToTokenId, buildBatchDispatchArgs, buildUniqueCredit, buildUniqueLoan, countLegs, createTokenIdBuilder, decodeAllLegs, decodeTokenId, getPoolTokensForSimulation, loadCheckpoint, resolveTokenIndex, simulateDispatch, simulateOpenPosition, simulateWithTokenFlow } from "./writes-jz-N6C_4.js";
+import { getLpPositionFunding, getMaxLpPositionSize, preparePositionGamma } from "./router-BuAvFpbu.js";
 import { BaseError, ContractFunctionExecutionError, ContractFunctionRevertedError, ExecutionRevertedError, decodeFunctionResult, encodeAbiParameters, encodeFunctionData, getAddress, hexToString, keccak256, parseAbi, parseEventLogs, toHex, trim, zeroAddress } from "viem";
 import { multicall } from "viem/actions";
 import Decimal from "decimal.js";
@@ -3264,10 +3264,10 @@ async function getSafeMode(params) {
 //#endregion
 //#region src/panoptic/v2/reads/queryUtils.ts
 /**
-* Get portfolio value (NAV) without premia.
+* Get portfolio value (NAV) without streamia.
 *
 * This calculates the net asset value of the portfolio based on Uniswap liquidity
-* at a given tick, excluding accumulated premia. Useful for PnL tracking separate
+* at a given tick, excluding accumulated streamia. Useful for PnL tracking separate
 * from liquidation value.
 *
 * ## Same-Block Guarantee
@@ -4534,7 +4534,7 @@ const MASK_128 = (1n << 128n) - 1n;
 * Get historical streamia data for a position across multiple blocks.
 *
 * @param params - The parameters
-* @returns Snapshots of Panoptic premia and Uniswap fee deltas at each block
+* @returns Snapshots of Panoptic streamia and Uniswap fee deltas at each block
 */
 async function getStreamiaHistory(params) {
 	const { client, panopticPoolAddress, account, tokenId, blockNumbers, legs, poolConfig, includeUniswapFees = true, settledEvents } = params;
@@ -4691,9 +4691,9 @@ async function readTokenText(client, blockNumber, calls) {
 	});
 	return asString.map((result, index) => {
 		if (result.status === "success") return result.result;
-		const fallback = asBytes32[index];
-		if (fallback.status !== "success") throw fallback.error;
-		return hexToString(trim(fallback.result, { dir: "right" }));
+		const fallback$1 = asBytes32[index];
+		if (fallback$1.status !== "success") throw fallback$1.error;
+		return hexToString(trim(fallback$1.result, { dir: "right" }));
 	});
 }
 /**
@@ -5350,17 +5350,17 @@ var EnrichmentCallError = class extends PanopticError {
 	}
 };
 /**
-* Fetch enrichment data (premia, portfolio values, collateral requirements) for a set of positions.
+* Fetch enrichment data (streamia, portfolio values, collateral requirements) for a set of positions.
 *
 * Batches all needed contract reads into efficient multicalls:
 * - **Open positions**: 3 calls per position in a single multicall at current block:
-*   1. `getFullPositionsData` → premia + collateral requirements
+*   1. `getFullPositionsData` → streamia + collateral requirements
 *   2. `getPortfolioValue` at currentTick → current portfolio value
 *   3. `getPortfolioValue` at mintTick → portfolio value at mint
 * - **Closed positions**: 2 calls per position at `burnBlockNumber - 1`:
 *   1. `getPortfolioValue` at burnTick → portfolio value at close
 *   2. `getPortfolioValue` at mintTick → portfolio value at mint
-*   (premia come from subgraph `burnPremium0/1`)
+*   (streamia come from subgraph `burnPremium0/1`)
 *
 * ## Same-Block Guarantee
 * Open position data is fetched at a single block number.
@@ -9871,7 +9871,7 @@ function netLiquidationValueInQuote(value0, value1, tick, isAssetToken0) {
 	const price = new Decimal("1.0001").pow(tick.toString());
 	return isAssetToken0 ? new Decimal(value1.toString()).plus(new Decimal(value0.toString()).mul(price)) : new Decimal(value0.toString()).plus(new Decimal(value1.toString()).div(price));
 }
-/** Apply the accrued-premium offset and optional asset collateral to a relative NLV curve. */
+/** Apply the accrued-streamia offset and optional asset collateral to a relative NLV curve. */
 function marketPnlInQuote({ relativeValue, premium, assetBalance = 0n, price, baselinePrice }) {
 	return new Decimal(relativeValue).plus(premium).plus(new Decimal(assetBalance.toString()).mul(new Decimal(price).minus(baselinePrice)));
 }
@@ -9903,131 +9903,6 @@ function marketRiskFromValues({ lower, current, upper }) {
 	};
 }
 
-//#endregion
-//#region src/panoptic/v2/greeks/positionVolatility.ts
-const Precision = Decimal.clone({ precision: 80 });
-const Q96 = 1n << 96n;
-const YEAR_SECONDS = new Precision(31536e3);
-/** The premium-free position curve, expressed in one quote token's human units. */
-function preparePositionGamma({ tokenId, positionSize, quoteIsToken0, quoteDecimals }) {
-	if (positionSize <= 0n || positionSize >= 1n << 128n) throw new RangeError("Invalid position size");
-	if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
-	const decoded = decodeTokenId(tokenId);
-	const chunks = decoded.legs.flatMap((leg) => {
-		if (leg.width === 0n) return [];
-		const width = leg.width * decoded.tickSpacing;
-		const lowerTick = leg.strike - width / 2n;
-		const upperTick = leg.strike + (width + 1n) / 2n;
-		if (lowerTick < -887272n || upperTick > 887272n || lowerTick >= upperTick) throw new RangeError("Invalid position range");
-		const lower = tickToSqrtPriceX96(lowerTick);
-		const upper = tickToSqrtPriceX96(upperTick);
-		const amount = positionSize * leg.optionRatio;
-		const liquidity = leg.asset === 0n ? amount * (lower * upper / Q96) / (upper - lower) : amount * Q96 / (upper - lower);
-		if (liquidity >= 1n << 128n) throw new RangeError("Liquidity exceeds uint128");
-		return [{
-			lowerTick: Number(lowerTick),
-			upperTick: Number(upperTick),
-			liquidity,
-			isLong: leg.isLong
-		}];
-	});
-	const scale = new Precision(10).pow(quoteDecimals);
-	const atTick = (tick) => {
-		const netLiquidity = chunks.reduce((sum$1, chunk) => tick >= BigInt(chunk.lowerTick) && tick < BigInt(chunk.upperTick) ? sum$1 + (chunk.isLong ? -chunk.liquidity : chunk.liquidity) : sum$1, 0n);
-		const sqrt = new Precision(tickToSqrtPriceX96(tick).toString()).div(Q96.toString());
-		const gamma = new Precision(netLiquidity.toString()).neg().div(2).div(scale);
-		return quoteIsToken0 ? gamma.div(sqrt) : gamma.mul(sqrt);
-	};
-	const inRange = (low, high) => {
-		if (low > high) throw new RangeError("Invalid candle range");
-		const ticks = new Set([low, high]);
-		for (const chunk of chunks) for (const boundary of [BigInt(chunk.lowerTick), BigInt(chunk.upperTick)]) {
-			if (boundary >= low && boundary <= high) ticks.add(boundary);
-			if (boundary - 1n >= low && boundary - 1n <= high) ticks.add(boundary - 1n);
-		}
-		return [...ticks].map(atTick);
-	};
-	return {
-		chunks,
-		atTick,
-		inRange
-	};
-}
-/** Historical whole-position diagnostics, with signs retained independently of eligibility. */
-function calculatePositionVolatilityMetrics({ observations, netPremium, baseFees, quoteDecimals }) {
-	if (observations.length < 2) throw new RangeError("At least two price observations are required");
-	if (!Number.isInteger(quoteDecimals) || quoteDecimals < 0 || quoteDecimals > 255) throw new RangeError("Invalid quote decimals");
-	const points = observations.map((point) => ({
-		...point,
-		price: new Precision(point.price),
-		gamma: new Precision(point.gamma),
-		rangeGammas: (point.rangeGammas ?? []).map((gamma) => new Precision(gamma))
-	}));
-	for (const point of points) if (!point.price.isFinite() || point.price.lte(0) || !point.gamma.isFinite() || point.rangeGammas.some((gamma) => !gamma.isFinite())) throw new RangeError("Invalid price or gamma observation");
-	const quantum = new Precision(10).pow(-quoteDecimals);
-	const gammas = points.flatMap((point) => [point.gamma, ...point.rangeGammas]);
-	const peak = gammas.reduce((max, gamma) => Precision.max(max, gamma.abs()), new Precision(0));
-	const tolerance = Precision.max(quantum, peak.mul("1e-12"));
-	const positive = gammas.some((gamma) => gamma.gt(tolerance));
-	const negative = gammas.some((gamma) => gamma.lt(tolerance.neg()));
-	const gammaSign = positive && negative ? "changing" : positive ? "positive" : negative ? "negative" : "zero";
-	let exposure = new Precision(0);
-	let signedConvexity = new Precision(0);
-	let absoluteConvexity = new Precision(0);
-	let years = new Precision(0);
-	for (let i = 1; i < points.length; i++) {
-		const previous = points[i - 1];
-		const point = points[i];
-		const seconds = point.timestamp - previous.timestamp;
-		if (seconds <= 0n) throw new RangeError("Observations must have increasing timestamps");
-		const elapsed = new Precision(seconds.toString()).div(YEAR_SECONDS);
-		const squaredReturn = point.price.div(previous.price).ln().pow(2);
-		exposure = exposure.plus(previous.gamma.abs().mul(elapsed));
-		signedConvexity = signedConvexity.plus(previous.gamma.mul(squaredReturn).div(2));
-		absoluteConvexity = absoluteConvexity.plus(previous.gamma.abs().mul(squaredReturn).div(2));
-		years = years.plus(elapsed);
-	}
-	const sufficientExposure = exposure.gt(tolerance.mul(years).mul(100));
-	const premium = netPremium === null ? null : new Precision(netPremium);
-	const fees = baseFees == null ? null : new Precision(baseFees);
-	if (premium !== null && !premium.isFinite() || fees !== null && !fees.isFinite()) throw new RangeError("Invalid accounting amount");
-	const consistent = (amount) => gammaSign === "positive" ? amount.lte(quantum) : gammaSign === "negative" && amount.gte(quantum.neg());
-	const reason = !sufficientExposure ? "insufficient-exposure" : gammaSign === "changing" ? "changing-sign" : premium === null ? "premium-unavailable" : !consistent(premium) ? "inconsistent-premium-direction" : null;
-	const equivalent = (amount) => amount.abs().mul(2).div(exposure).sqrt().toString();
-	const coverage = (amount) => absoluteConvexity.gt(quantum) ? amount.abs().div(absoluteConvexity).toString() : null;
-	const eligibleFees = sufficientExposure && fees !== null && consistent(fees);
-	return {
-		gammaSign,
-		exposure: exposure.toString(),
-		signedConvexity: signedConvexity.toString(),
-		absoluteConvexity: absoluteConvexity.toString(),
-		netPremium: premium?.toString() ?? null,
-		estimatedHedgedResult: premium?.plus(signedConvexity).toString() ?? null,
-		weightedRealizedVolatility: sufficientExposure ? equivalent(absoluteConvexity) : null,
-		premiumEquivalentVolatility: reason === null && premium !== null ? equivalent(premium) : null,
-		premiumToConvexity: reason === null && premium !== null ? coverage(premium) : null,
-		baseFees: fees?.toString() ?? null,
-		feeEquivalentVolatility: eligibleFees ? equivalent(fees) : null,
-		feeToConvexity: eligibleFees ? coverage(fees) : null,
-		comparisonReason: reason
-	};
-}
-/** Quote-value signed cumulative token increments, excluding revaluation of previous accrual. */
-function valuePositionAccrual({ snapshots, quoteIsToken0, quoteDecimals }) {
-	let previous0 = 0n;
-	let previous1 = 0n;
-	let total = new Precision(0);
-	for (const snapshot of snapshots) {
-		const amount0 = new Precision((snapshot.token0 - previous0).toString());
-		const amount1 = new Precision((snapshot.token1 - previous1).toString());
-		const price = new Precision("1.0001").pow(snapshot.tick.toString());
-		total = total.plus(quoteIsToken0 ? amount0.plus(amount1.div(price)) : amount1.plus(amount0.mul(price)));
-		previous0 = snapshot.token0;
-		previous1 = snapshot.token1;
-	}
-	return total.div(new Precision(10).pow(quoteDecimals));
-}
-
 //#endregion
 //#region src/panoptic/v2/reads/collateralCurve.ts
 /** Native-token margin inputs, independent of the tick used to display the curve. */
@@ -10145,7 +10020,7 @@ async function getCollateralCurve({ client, poolAddress, account, queryAddress,
 //#endregion
 //#region src/panoptic/v2/reads/positionValueCurve.ts
 const abi = parseAbi(["function computeNetLiquidationValue(uint256[] positionIdList, uint256 shortPremium, uint256 longPremium, uint256[] positionBalanceArray, int24[] atTicks) pure returns (int256[] value0, int256[] value1)"]);
-/** Stable identity for a position-dependent curve; premiums and spot are separate inputs. */
+/** Stable identity for a position-dependent curve; streamia and spot are separate inputs. */
 function positionValueKey(positions) {
 	return [...positions].sort((a, b) => a.tokenId < b.tokenId ? -1 : a.tokenId > b.tokenId ? 1 : 0).map(({ tokenId, positionSize }) => `${tokenId}:${positionSize}`).join(",");
 }
@@ -10331,7 +10206,7 @@ async function getPositionVolatilityHistory({ client, poolAddress, account, toke
 				logs: receipt.logs.filter((log) => log.address.toLowerCase() === poolAddress.toLowerCase()),
 				eventName: "AccountLiquidated"
 			});
-			if (liquidations.some((event) => event.args.liquidatee.toLowerCase() === account.toLowerCase())) throw new Error("Liquidation premium requires haircut reconciliation");
+			if (liquidations.some((event) => event.args.liquidatee.toLowerCase() === account.toLowerCase())) throw new Error("Liquidation streamia requires haircut reconciliation");
 			for (const packed of close.args.premiaByLeg) {
 				const amounts = unpack(packed);
 				settled.push({
@@ -10376,7 +10251,7 @@ async function getPositionVolatilityHistory({ client, poolAddress, account, toke
 			})
 		});
 		const openingAccrual = premium[0];
-		if (!openingAccrual || openingAccrual.timestamp !== start.blockTimestamp) throw new Error("Opening premium snapshot missing");
+		if (!openingAccrual || openingAccrual.timestamp !== start.blockTimestamp) throw new Error("Opening streamia snapshot missing");
 		premium = premium.map((snapshot) => ({
 			timestamp: snapshot.timestamp,
 			token0: snapshot.token0 - openingAccrual.token0,
@@ -10384,7 +10259,7 @@ async function getPositionVolatilityHistory({ client, poolAddress, account, toke
 		}));
 	} catch (error) {
 		premium = null;
-		premiumError = error instanceof Error ? error.message : "Premium history unavailable";
+		premiumError = error instanceof Error ? error.message : "Streamia history unavailable";
 	}
 	if (includeBaseFees) try {
 		const feeBlocks = close ? blockNumbers.filter((block) => block < finalBlock) : blockNumbers;
@@ -10436,4 +10311,4 @@ async function getPositionVolatilityHistory({ client, poolAddress, account, toke
 }
 
 //#endregion
-export { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculatePositionVolatilityMetrics, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralCurveTicks, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feeGrowthInsideX128, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, fetchUniswapFeeData, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralCurve, getCollateralCurveInputs, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPositionValueCurve, getPositionVolatilityHistory, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, minePoolAddressLocalAsync, multicallRead, netLiquidationValueInQuote, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionGamma, preparePositionValueCurve, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, valuePositionAccrual, watchEvents };
+export { DEFAULT_MIN_SWAP_RATIO_BPS, DEFAULT_RECONNECT_CONFIG, MARKET_INDICATOR_PERIODS, REQUIRED_BASE_ERROR_SENTINEL, STRIKE_LADDER_TARGET_STRIKES, VARIANCE_RATIO_LAG, addPendingPosition, addTrackedChunks, apportion, assertCanBurn, assertCanForceExercise, assertCanLiquidate, assertCanMint, assertFresh, assertHealthy, assertLpPositionFunded, assertTradeable, buildCreditWrappedDispatch, buildSfpmSwapCalldata, buildSfpmSwapPlan, buildTemporaryLoanRecoveryDispatch, buildTokenShortfallRecoveryDispatch, calculateAccountGreeksPure, calculateMarketIndicator, calculateSpreadWad, calculateVarianceProfile, checkCollateralAcrossTicks, classifyStrategyGroups, classifyStrike, cleanupStalePendingPositions, clearPendingPositions, clearTrackedChunks, clearTradeHistory, collateralCurveTicks, collateralRuleKindFor, computeV4PoolId, confirmPendingPosition, convertToAssets, convertToShares, createEventPoller, createEventSubscription, createFlowNeutralTokenId, decodePanopticTokenURI, emptyLiquidateParams, encodePoolKeyBytes, encodeV3PoolKeyBytes, ensureSfpmV3PoolInitialized, estimateBlockNumbers, estimateCollateralBreakdown, estimateCollateralRequired, failPendingPosition, feeGrowthInsideX128, feesFromFeeGrowthDelta, fetchSfpmV3PoolId, fetchUniswapFeeData, getAccountBuyingPower, getAccountGreeks, getAccountHistory, getChunkLiquidities, getChunkSpreads, getClosedPositions, getCollateralCurve, getCollateralCurveInputs, getCollateralRequiredBase, getCollateralSharePrices, getCollateralTotalAssetsBatch, getDeltaHedgeParams, getEnforcedTickLimits, getExecutableLpMaxSize, getFactoryConstructMetadata, getFactoryOwnerOf, getFactoryTokenURI, getGuardianUnlockState, getHedgeLimits, getItmAmounts, getMarginBuffer, getMaxPositionSize, getMaxRedeem, getMaxWithdrawable, getNativeTokenPrice, getNotEnoughTokensError, getOpenPositionPreview, getPanopticPoolAddress, getPanopticPoolFromPoolId, getPendingPositions, getPoolCollateralAddresses, getPoolLiquidities, getPortfolioValue, getPositionChunkData, getPositionEnrichmentData, getPositionValueCurve, getPositionVolatilityHistory, getPriceHistory, getRealizedPnL, getRequiredCreditForITM, getSafeMode, getStreamiaHistory, getSyncStatus, getTrackedChunks, getTradeHistory, getUniswapFeeHistory, getUniswapV3LpPositionState, getUniswapV3PoolFromId, getUniswapV3PoolInfo, getUniswapV3PoolLiquidities, getUniswapV4LpPositionState, getUniswapV4PoolBasicState, getUniswapV4PoolInfo, getUniswapV4PoolKeyFromId, getUniswapV4PoolLiquidities, interpolateBlocks, isGasError, isNonceError, isRetryableRpcError, isolateGroupTokenId, ladderStrikeSequence, logReturns, marketPnlInQuote, marketRiskFromValues, marketScenario, minePoolAddress, minePoolAddressLocalAsync, multicallRead, netLiquidationValueInQuote, optimizeTokenIdRiskPartners, parseCollateralLog, parsePoolLog, positionValueKey, positionValueTicks, prepareIndicatorCandles, preparePositionValueCurve, previewDeposit, previewMint, previewRedeem, previewWithdraw, quoteLiquidation, quoteOneTokenFlow, quoteSfpmSwap, quoteTemporaryLoanRecovery, quoteTokenShortfallRecovery, realizedBeta, removeTrackedChunks, resolveBlockNumbers, resolveLadderStrike, resolvePanopticPoolFromPoolId, resolveUniswapV4PoolKey, saveClosedPosition, scaleCollateralRequired, scanChunks, screenAccountExact, simulateBatchDispatch, simulateClosePosition, simulateDeployNewPool, simulateDeposit, simulateForceExercise, simulateLiquidate, simulateSFPMBurn, simulateSFPMMint, simulateSwapExactIn, simulateSwapExactOut, simulateWithdraw, slippageBpsToTickDistance, watchEvents };

package/dist/{writes-B8NGXzUG.js → writes-jz-N6C_4.js}

@@ -1,4 +1,4 @@
-import { BatchValidationError, DEFAULT_VEGOID, InputListFailError, InvalidTickLimitsError, InvalidTokenIdParameterError, LEG_BITS, LEG_LIMITS, LEG_MASKS, LoanSlotExhaustedError, MaxRetriesExceededError, MissingPositionIdsError, NoLoanPositionsError, OracleRateLimitedError, PanopticError, PanopticValidationError, PositionSnapshotNotFoundError, ProviderLagError, STANDARD_TICK_WIDTHS, STRIKE_CONVERSION_FACTOR, SwapTokenMismatchError, SyncTimeoutError, TOKEN_ID_BITS, UnsafePremiumSettlementError, collateralTrackerV2Abi, createTxResult, decodeLeftRightUnsigned, decodeOracleTiming, decodePosition, decodeTickSpacing$1 as decodeTickSpacing, formatTokenAmount, getBlockMeta, getOpenPositionIds, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositions, getPositionsKey, getSyncCheckpointKey, getTrackedPositionIds, jsonSerializer, oracleEpochAt, panopticErrorsAbi, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticPoolV2Abi, parsePanopticError, parseTokenAmount, submitWrite } from "./rates-BwZnK0tG.js";
+import { BatchValidationError, DEFAULT_VEGOID, InputListFailError, InvalidTickLimitsError, InvalidTokenIdParameterError, LEG_BITS, LEG_LIMITS, LEG_MASKS, LoanSlotExhaustedError, MaxRetriesExceededError, MissingPositionIdsError, NoLoanPositionsError, OracleRateLimitedError, PanopticError, PanopticValidationError, PositionSnapshotNotFoundError, ProviderLagError, STANDARD_TICK_WIDTHS, STRIKE_CONVERSION_FACTOR, SwapTokenMismatchError, SyncTimeoutError, TOKEN_ID_BITS, UnsafePremiumSettlementError, collateralTrackerV2Abi, createTxResult, decodeLeftRightUnsigned, decodeOracleTiming, decodePosition, decodeTickSpacing, formatTokenAmount, getBlockMeta, getOpenPositionIds, getPool, getPoolMetaKey, getPoolMetadata, getPositionMetaKey, getPositions, getPositionsKey, getSyncCheckpointKey, getTrackedPositionIds, jsonSerializer, oracleEpochAt, panopticErrorsAbi, panopticFactoryV3Abi, panopticFactoryV4Abi, panopticPoolV2Abi, parsePanopticError, parseTokenAmount, submitWrite } from "./rates-O6Sn-xqL.js";
 import { MAX_TICK, MIN_TICK, REORG_DEPTH, calculatePositionGreeks, priceToTick, roundToTickSpacing, sqrtPriceX96ToTick, tickLimits, tickToPrice, tickToPriceDecimalScaled, tickToSqrtPriceX96 } from "./greeks-CNi1-cnp.js";
 import { decodeFunctionResult, encodeFunctionData, erc20Abi, getAbiItem } from "viem";
 
@@ -1386,7 +1386,7 @@ async function forceExerciseAndWait(params) {
 * Reorder a position ID list so `tokenId` is the last element.
 *
 * The position list fingerprint is an XOR hash, so ordering is free to change.
-* The contract settles premium on the last element of `positionIdListTo`.
+* The contract settles streamia on the last element of `positionIdListTo`.
 *
 * @throws PanopticError if `tokenId` is not in the list
 */
@@ -1395,15 +1395,15 @@ function orderListForSettle(positionIdList, tokenId) {
 	return [...positionIdList.filter((id) => id !== tokenId), tokenId];
 }
 /**
-* Settle another account's accumulated long premium.
+* Settle another account's accumulated long streamia.
 *
 * Calls `dispatchFrom` with the target's position list passed as both
 * `positionIdListTo` and `positionIdListToFinal` (equal lengths select the
-* settle-premium mode and cannot force-exercise or liquidate). Requires the
-* target account to be solvent; the settled premium is credited to the
+* settle-streamia mode and cannot force-exercise or liquidate). Requires the
+* target account to be solvent; the settled streamia is credited to the
 * sellers of the corresponding chunks.
 *
-* @param params - Settle premium parameters
+* @param params - Settle streamia parameters
 * @returns TxResult
 *
 * @example
@@ -1441,7 +1441,7 @@ async function settlePremiumFrom(params) {
 	});
 }
 /**
-* Settle another account's premium and wait for confirmation.
+* Settle another account's streamia and wait for confirmation.
 *
 * When `storage` and `chainId` are provided, automatically syncs the
 * caller's positions after the transaction confirms.
@@ -1531,7 +1531,7 @@ function buildSettleSequenceCalls(params) {
 	return calls;
 }
 /**
-* Execute a settle sequence: settle each target buyer's owed long premium,
+* Execute a settle sequence: settle each target buyer's owed long streamia,
 * then optionally close the caller's own position, in one multicall.
 *
 * @param params - Settle sequence parameters
@@ -1711,7 +1711,7 @@ function formatRatioPercent(numerator, denominator, precision) {
 * // Now use without passing decimals each time
 * const priceStr = fmt.tickToPriceScaled(position.currentTick, 4n)
 * const amount0Str = fmt.formatAmount0(collateral.assets, 4n)
-* const amount1Str = fmt.formatAmount1(premia.token1, 2n)
+* const amount1Str = fmt.formatAmount1(streamia.token1, 2n)
 *
 * // Parse user input
 * const rawAmount0 = fmt.parseAmount0("1.5")
@@ -3218,18 +3218,18 @@ async function getCurrentPositionSizes(params) {
 //#endregion
 //#region src/panoptic/v2/reads/premia.ts
 /**
-* Get premia totals for an account.
+* Get streamia totals for an account.
 *
-* Returns the total short and long premium across all positions.
-* Short premium is owed TO the account (earned from selling options).
-* Long premium is owed BY the account (paid for buying options).
+* Returns the total short and long streamia across all positions.
+* Short streamia is owed TO the account (earned from selling options).
+* Long streamia is owed BY the account (paid for buying options).
 *
 * @param params - The parameters
-* @returns Premia totals with block metadata
+* @returns Streamia totals with block metadata
 *
 * @example
 * ```typescript
-* const premia = await getAccountPremia({
+* const streamia = await getAccountPremia({
 *   client,
 *   poolAddress,
 *   account,
@@ -3237,8 +3237,8 @@ async function getCurrentPositionSizes(params) {
 *   includePendingPremium: true,
 * })
 *
-* console.log('Short premium earned:', premia.shortPremium0, premia.shortPremium1)
-* console.log('Long premium owed:', premia.longPremium0, premia.longPremium1)
+* console.log('Short streamia earned:', streamia.shortPremium0, streamia.shortPremium1)
+* console.log('Long streamia owed:', streamia.longPremium0, streamia.longPremium1)
 * ```
 */
 async function getAccountPremia(params) {
@@ -3284,13 +3284,13 @@ async function getAccountPremia(params) {
 	};
 }
 /**
-* Get positions with per-position premia data.
+* Get positions with per-position streamia data.
 *
 * Uses multicall to batch individual getFullPositionsData calls
-* for each position, giving us per-position premia in a single RPC request.
+* for each position, giving us per-position streamia in a single RPC request.
 *
 * @param params - The parameters
-* @returns Positions with premia and totals with block metadata
+* @returns Positions with streamia and totals with block metadata
 *
 * @example
 * ```typescript
@@ -3303,9 +3303,9 @@ async function getAccountPremia(params) {
 *
 * for (const position of result.positions) {
 *   console.log('Position:', position.tokenId)
-*   console.log('Premia:', position.premiaOwed0, position.premiaOwed1)
+*   console.log('Streamia:', position.premiaOwed0, position.premiaOwed1)
 * }
-* console.log('Total short premium:', result.shortPremium0, result.shortPremium1)
+* console.log('Total short streamia:', result.shortPremium0, result.shortPremium1)
 * ```
 */
 async function getPositionsWithPremia(params) {
@@ -3422,17 +3422,17 @@ async function getPositionsWithPremia(params) {
 	};
 }
 /**
-* Get the unsettled short premium an account would forfeit by closing now.
+* Get the unsettled short streamia an account would forfeit by closing now.
 *
 * Calls `getFullPositionsData` twice in one multicall — once with
 * `includePendingPremium = true` (everything owed to the short legs) and once
 * with `false` (only what is available to collect). The difference is the
-* premium still owed by buyers that has not been settled; closing before it
+* streamia still owed by buyers that has not been settled; closing before it
 * settles forfeits it. Settling buyers first (see `settlePremiumFrom`) moves
-* that premium into the available bucket.
+* that streamia into the available bucket.
 *
 * @param params - The parameters
-* @returns Owed, available, and forfeitable premium with block metadata
+* @returns Owed, available, and forfeitable streamia with block metadata
 */
 async function getForfeitablePremium(params) {
 	const { client, poolAddress, account, tokenIds, blockNumber } = params;
@@ -3706,11 +3706,11 @@ async function getPoolTokensForSimulation(params) {
 
 //#endregion
 //#region src/panoptic/v2/simulations/simulateSettlePremiumFrom.ts
-/** Soft-failure revert markers for settle premium (target-state issues, not caller errors). */
+/** Soft-failure revert markers for settle streamia (target-state issues, not caller errors). */
 const SOFT_FAILURES = [
 	{
 		marker: "AccountInsolvent",
-		reason: "Target account is insolvent; premium cannot be settled"
+		reason: "Target account is insolvent; streamia cannot be settled"
 	},
 	{
 		marker: "PositionNotOwned",
@@ -3726,14 +3726,14 @@ const SOFT_FAILURES = [
 	}
 ];
 /**
-* Simulate settling another account's accumulated long premium via `dispatchFrom`
+* Simulate settling another account's accumulated long streamia via `dispatchFrom`
 * (equal-length `positionIdListTo`/`positionIdListToFinal` selects the settle mode).
 *
-* The measured token flow is the CALLER's collateral delta — i.e. the premium
+* The measured token flow is the CALLER's collateral delta — i.e. the streamia
 * the caller receives from the settlement (for chunks they sold).
 *
 * @param params - Simulation parameters
-* @returns Simulation result with settled premium data or error
+* @returns Simulation result with settled streamia data or error
 */
 async function simulateSettlePremiumFrom(params) {
 	const { client, poolAddress, account, user, positionIdListFrom, positionIdList, tokenId, blockNumber } = params;
@@ -3891,14 +3891,14 @@ async function simulateSettlePremiumFrom(params) {
 //#endregion
 //#region src/panoptic/v2/simulations/simulateSettlePremiumBatch.ts
 /**
-* Simulate settling each target buyer's owed long premium, all at one block.
+* Simulate settling each target buyer's owed long streamia, all at one block.
 *
 * Individual failures (insolvent buyer, stale list, …) are soft: the target
 * lands in the unsettleable partition instead of failing the batch. Only
 * unexpected errors reject.
 *
 * @param params - Simulation parameters
-* @returns Partitioned targets with per-target premium and totals
+* @returns Partitioned targets with per-target streamia and totals
 */
 async function simulateSettlePremiumBatch(params) {
 	const { client, poolAddress, account, positionIdListFrom, targets, blockNumber } = params;
@@ -4189,9 +4189,9 @@ async function simulateSettle(params) {
 //#endregion
 //#region src/panoptic/v2/writes/settle.ts
 /**
-* Settle accumulated premia on existing positions.
+* Settle accumulated streamia on existing positions.
 *
-* This function triggers premium collection without changing position size.
+* This function triggers streamia collection without changing position size.
 * It calls dispatch with unchanged position lists.
 *
 * @param params - Settlement parameters
@@ -4274,7 +4274,7 @@ async function settleAccumulatedPremia(params) {
 	});
 }
 /**
-* Settle premia and wait for confirmation.
+* Settle streamia and wait for confirmation.
 */
 async function settleAccumulatedPremiaAndWait(params) {
 	const result = await settleAccumulatedPremia(params);
@@ -5937,4 +5937,4 @@ async function smartRepayAndWait(params) {
 }
 
 //#endregion
-export { addLegToTokenId, approve, approveAndWait, approvePool, borrow, borrowAndWait, buildBatchDispatchArgs, buildCreditSwapCall, buildOpenPositionCalldata, buildProtectedSettleDispatch, buildProtectedSettlePlan, buildSettleSequenceCalls, buildUniqueCredit, buildUniqueLoan, buildUniqueWidthZeroLeg, calculateResyncBlock, cancelTransaction, checkApproval, clearCheckpoint, closePosition, closePositionAndWait, countLegs, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllLegs, decodeLeg, decodePoolId, decodeTickSpacing$1 as decodeTickSpacing, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveUniqueTokenId, detectReorg, dispatch, dispatchAndWait, encodeLeg, encodePoolId, encodeV4PoolId, executeBatchDispatch, executeBatchDispatchAndWait, executeSettleSequence, executeSettleSequenceAndWait, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPoolIdHex, formatRatioPercent, formatTimestamp, formatTimestampLocale, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWei, generateOverlappingTokenIds, getAccountPremia, getAssetIndex, getForfeitablePremium, getPoolDeploymentBlock, getPoolDisplayId, getPoolTokensForSimulation, getPositionsWithPremia, getSimpleLoanTokenIndex, getTokenListId, hasLoanOrCredit, hasLongLeg, isCredit, isCreditLeg, isInputListFailError, isLoan, isLoanLeg, isShortOnly, isSpread, liquidate, liquidateAndWait, loadCheckpoint, mint, mintAndWait, openPosition, openPositionAndWait, orderListForSettle, parseBps, parseTokenListId, planDeriveStrategy, pokeOracle, pokeOracleAndWait, previewBorrow, previewRepay, previewUnwrap, previewWrap, publicBroadcaster, reconstructFromEvents, redeem, redeemAndWait, repay, repayAndWait, resolveTokenIndex, rollPosition, rollPositionAndWait, saveCheckpoint, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, settlePremiumFrom, settlePremiumFromAndWait, simulateDispatch, simulateOpenPosition, simulateSettle, simulateSettlePremiumBatch, simulateSettlePremiumFrom, simulateSettleSequence, simulateWithTokenFlow, smartRepay, smartRepayAndWait, speedUpTransaction, splitTokenIdByTimescale, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, validateBatch, validatePoolId, verifyBlockContinuity, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };
+export { addLegToTokenId, approve, approveAndWait, approvePool, borrow, borrowAndWait, buildBatchDispatchArgs, buildCreditSwapCall, buildOpenPositionCalldata, buildProtectedSettleDispatch, buildProtectedSettlePlan, buildSettleSequenceCalls, buildUniqueCredit, buildUniqueLoan, buildUniqueWidthZeroLeg, calculateResyncBlock, cancelTransaction, checkApproval, clearCheckpoint, closePosition, closePositionAndWait, countLegs, createNonceManager, createPoolFormatters, createTokenIdBuilder, decodeAllLegs, decodeLeg, decodePoolId, decodeTickSpacing$1, decodeTokenId, decodeVegoid, deployNewPool, deployNewPoolAndWait, deposit, depositAndWait, deriveUniqueTokenId, detectReorg, dispatch, dispatchAndWait, encodeLeg, encodePoolId, encodeV4PoolId, executeBatchDispatch, executeBatchDispatchAndWait, executeSettleSequence, executeSettleSequenceAndWait, forceExercise, forceExerciseAndWait, formatBlockNumber, formatBps, formatCompact, formatDatetime, formatDuration, formatDurationSeconds, formatFeeTier, formatGas, formatGwei, formatPoolIdHex, formatRatioPercent, formatTimestamp, formatTimestampLocale, formatTokenIdHex, formatTokenIdShort, formatTxHash, formatUtilization, formatWei, generateOverlappingTokenIds, getAccountPremia, getAssetIndex, getForfeitablePremium, getPoolDeploymentBlock, getPoolDisplayId, getPoolTokensForSimulation, getPositionsWithPremia, getSimpleLoanTokenIndex, getTokenListId, hasLoanOrCredit, hasLongLeg, isCredit, isCreditLeg, isInputListFailError, isLoan, isLoanLeg, isShortOnly, isSpread, liquidate, liquidateAndWait, loadCheckpoint, mint, mintAndWait, openPosition, openPositionAndWait, orderListForSettle, parseBps, parseTokenListId, planDeriveStrategy, pokeOracle, pokeOracleAndWait, previewBorrow, previewRepay, previewUnwrap, previewWrap, publicBroadcaster, reconstructFromEvents, redeem, redeemAndWait, repay, repayAndWait, resolveTokenIndex, rollPosition, rollPositionAndWait, saveCheckpoint, settleAccumulatedPremia, settleAccumulatedPremiaAndWait, settlePremiumFrom, settlePremiumFromAndWait, simulateDispatch, simulateOpenPosition, simulateSettle, simulateSettlePremiumBatch, simulateSettlePremiumFrom, simulateSettleSequence, simulateWithTokenFlow, smartRepay, smartRepayAndWait, speedUpTransaction, splitTokenIdByTimescale, supply, supplyAndWait, swapExactIn, swapExactInAndWait, swapExactOut, swapExactOutAndWait, syncPositions, truncateAddress, unsupply, unsupplyAndWait, unwrapWeth, unwrapWethAndWait, unwrapXstock, unwrapXstockAndWait, validateBatch, validatePoolId, verifyBlockContinuity, wethWrapAbi, withdraw, withdrawAndWait, withdrawWithPositions, withdrawWithPositionsAndWait, wrapEth, wrapEthAndWait, wrapXstock, wrapXstockAndWait, xstockWrapperAbi };

package/dist/zodiac/index.d.ts

@@ -247,7 +247,7 @@ declare const ExecutionOptions: {
  * (option legs trip `ChunkHasZeroLiquidity` in the SFPM; pure-loan tokenIds
  * die in the end-of-dispatch solvency pass / positions-hash validation).
  *
- * Trade-off vs an oracle-based check: the key cannot settle premium (settle
+ * Trade-off vs an oracle-based check: the key cannot settle streamia (settle
  * requires `sizes[i] == storedSize`, unknowable pre-execution). Strictly a
  * risk-reduction key: safe for a watchdog keeper or dead-man's-switch.
  */
@@ -297,7 +297,7 @@ declare function buildDispatchCustomRoleSteps(params: {
  * hand-encoded tree in zodiac-modules/test/LiquidatorRolesFork.t.sol, which is
  * the golden spec for this builder):
  *  - THIS TREE pins the static fields: pool ∈ allowlist, account ∉ {safe,
- *    helper}, swap targets ∈ {router, 0}, premia flags = 0, and — via
+ *    helper}, swap targets ∈ {router, 0}, streamia flags = 0, and — via
  *    ExecutionOptions.None — zero outer msg.value (attached value is excluded
  *    from the helper's minDelta floors, so it must never flow through the
  *    role; native shortfalls are funded via nativeFundingAmount instead).
@@ -389,7 +389,7 @@ declare function buildDepositConditions(safe: `0x${string}`): ConditionFlat[];
 //#endregion
 //#region src/zodiac/roles/maintenance.d.ts
 /**
- * Maintenance role: full `dispatchFrom` access — settle premium on, force-
+ * Maintenance role: full `dispatchFrom` access — settle streamia on, force-
  * exercise, and liquidate third-party accounts using the Safe's capital.
  * No adapter needed; the pool itself hash-validates the position lists.
  *

package/dist/zodiac/index.d.ts.map

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package/dist/zodiac/index.js

@@ -398,7 +398,7 @@ function buildDispatchCustomRoleSteps(params) {
 * (option legs trip `ChunkHasZeroLiquidity` in the SFPM; pure-loan tokenIds
 * die in the end-of-dispatch solvency pass / positions-hash validation).
 *
-* Trade-off vs an oracle-based check: the key cannot settle premium (settle
+* Trade-off vs an oracle-based check: the key cannot settle streamia (settle
 * requires `sizes[i] == storedSize`, unknowable pre-execution). Strictly a
 * risk-reduction key: safe for a watchdog keeper or dead-man's-switch.
 */
@@ -534,7 +534,7 @@ function buildDeleveragerRoleSteps(params) {
 * hand-encoded tree in zodiac-modules/test/LiquidatorRolesFork.t.sol, which is
 * the golden spec for this builder):
 *  - THIS TREE pins the static fields: pool ∈ allowlist, account ∉ {safe,
-*    helper}, swap targets ∈ {router, 0}, premia flags = 0, and — via
+*    helper}, swap targets ∈ {router, 0}, streamia flags = 0, and — via
 *    ExecutionOptions.None — zero outer msg.value (attached value is excluded
 *    from the helper's minDelta floors, so it must never flow through the
 *    role; native shortfalls are funded via nativeFundingAmount instead).
@@ -937,7 +937,7 @@ function buildDepositConditions(safe) {
 //#endregion
 //#region src/zodiac/roles/maintenance.ts
 /**
-* Maintenance role: full `dispatchFrom` access — settle premium on, force-
+* Maintenance role: full `dispatchFrom` access — settle streamia on, force-
 * exercise, and liquidate third-party accounts using the Safe's capital.
 * No adapter needed; the pool itself hash-validates the position lists.
 *